IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
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IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
Recommendations
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Jive for panel dynamic simultaneous equations models
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
Cites work
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- Another look at the instrumental variable estimation of error-components models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Estimation of Dynamic Models with Error Components
- Estimation of dynamic panel data models with both individual and time-specific effects
- Formulation and estimation of dynamic models using panel data
- Linear Regression Limit Theory for Nonstationary Panel Data
- Linear Statistical Inference and its Applications
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- The analytic inversion of any finite symmetric tridiagonal matrix
Cited in
(18)- Many IVs estimation of dynamic panel regression models with measurement error
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Jive for panel dynamic simultaneous equations models
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- First difference or forward demeaning: Implications for the method of moments estimators
- Some properties of the LIML estimator in a dynamic panel structural equation
- Statistical inference for panel dynamic simultaneous equations models
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
- Dynamic panels with threshold effect and endogeneity
- Panel models with interactive effects
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- On estimation of two-dimensional dynamic panel model with confounders
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